+32.2%
CVS vs DGX
+66.8%
-34.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.1% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | -0.1% | -1.2% | +1.1% | +0.1% |
| 3M | -5.2% | +15.8% | -21.0% | -8.9% |
| 6M | +26.9% | +18.2% | +8.7% | +21.1% |
| YTD | +22.1% | +37.2% | -15.1% | +11.2% |
| 1Y | +30.8% | +30.4% | +0.4% | +20.8% |
| 3Y | +54.4% | +96.7% | -42.3% | +22.0% |
| All | +32.2% | +66.8% | -34.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling